Project Description

Bootstrap algorithm for building yield curves with piecewise flat continuously compounded forward rates.

Download pwflat.zip, extract all files to any folder and open pwflat.xll and pwflat.xlsx. Use Ctrl-Alt-F9 to recalculate the workbook after opening it.
Select a cell containing a function, start the Function Wizard, and click on Help on this function to see the documentation.

If you are using Vista or Windows 7 you may need to right click on utility.chm, choose Properties, and Unblock this file.

Last edited Jul 4, 2011 at 3:28 AM by keithalewis, version 4